Anic Equity¶

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Total return since start: 0.622 %¶

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Equity now: -----------------------------> 49547.41 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43538.84 Kr¶

PnL: ---------------------------------------> -1336.74 Kr¶

DD now: ---------------------------------> -6.726 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 14:48:36.274329'

Anic Portfolio¶

Today¶

Return: -0.06 %¶

This Week¶

Return: -2.372 %¶

Total portfolio value¶

Return including deposits: 62.205 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 6.560000 1522.730000 99.730000 7.010000 1423.000014
Nederman Holding 1 -2.370000 206.000000 7.000000 3.520000 199.000000
Hennes & Mauritz B 6 -0.970000 916.080000 4.080000 0.450000 912.000000
Eastnine 6 0.550000 660.000000 3.000000 0.460000 657.000000
Profoto Holding 7 -1.670000 575.400000 -6.600000 -1.130000 581.999999
Atrium Ljungberg B 5 0.220000 896.000000 -8.000000 -0.880000 904.000000
ASSA ABLOY B 4 -0.490000 984.000000 -9.000000 -0.910000 993.000000
JM 7 0.000000 940.100000 -9.900000 -1.040000 950.000002
Biotage 1 -4.930000 135.000000 -14.000000 -9.400000 149.000000
Creaspac SPAC 40 0.210000 3820.000000 -14.000000 -0.370000 3834.000000
BioGaia B 8 1.090000 889.600000 -14.400000 -1.590000 904.000000
AcadeMedia 20 -0.740000 962.800000 -15.200000 -1.550000 978.000000
Gränges 10 0.490000 1023.000000 -16.000000 -1.540000 1039.000000
OX2 12 -1.520000 892.800000 -16.200000 -1.780000 909.000000
Vitrolife 3 0.550000 660.600000 -16.400000 -2.420000 677.000001
Bufab 3 -0.340000 1056.000000 -20.000000 -1.860000 1076.000001
Latour B 4 -1.840000 832.400000 -23.600000 -2.760000 856.000000
Investor B 3 -0.540000 634.200000 -23.800000 -3.620000 657.999999
Addnode Group B 7 -0.790000 880.600000 -24.400000 -2.700000 904.999998
Vitec Software Group B 2 -2.440000 1078.000000 -26.000000 -2.360000 1104.000000
Hoist Finance 36 1.300000 984.600000 -26.400000 -2.610000 1010.999988
Hexatronic Group 15 -0.260000 1041.900000 -29.100000 -2.720000 1071.000000
INVISIO 15 -0.420000 3540.000000 -32.000000 -0.900000 3571.999995
Sandvik 4 -0.290000 816.000000 -32.000000 -3.770000 848.000000
Sagax B 4 -1.890000 851.600000 -33.400000 -3.770000 885.000000
Sagax A 4 -2.290000 852.000000 -34.000000 -3.840000 886.000000
Alimak Group 12 -0.250000 969.600000 -37.400000 -3.710000 1007.000004
SKF B 5 -1.000000 939.000000 -41.000000 -4.180000 980.000000
Byggmax Group 33 -1.200000 924.660000 -42.340000 -4.380000 966.999990
EQT 4 -2.730000 826.000000 -47.000000 -5.380000 873.000000
Catena 2 -0.480000 752.800000 -53.200000 -6.600000 806.000000
Platzer Fastigheter Holding B 12 -1.320000 896.400000 -54.600000 -5.740000 951.000000
HEXPOL B 8 -4.930000 895.200000 -61.800000 -6.460000 957.000000
Orrön Energy 170 -3.850000 1975.400000 -70.600000 -3.450000 2045.999980
Hexagon B 26 -1.500000 3333.200000 -86.800000 -2.540000 3420.000012
VEF 788 -1.040000 1793.490000 -109.510000 -5.750000 1903.000300
Sedana Medical 93 0.650000 2581.680000 -401.900000 -13.470000 2983.577733
TOTAL 43538.840000 -1336.740000 -6.72612% 44875.578016

Updated:¶

'2023-06-21 14:48:52.549397'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶